-96.8%
DFNS vs SARO
-22.5%
-74.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -2.3% |
| 7D | -6.3% | -3.1% | -3.2% | -6.7% |
| 30D | -74.0% | -12.2% | -61.7% | -74.7% |
| 3M | -70.1% | -7.4% | -62.8% | -69.7% |
| 6M | -93.9% | -15.3% | -78.6% | -94.3% |
| YTD | -98.1% | -16.2% | -81.9% | -98.2% |
| 1Y | -98.3% | -12.1% | -86.2% | -98.4% |
| All | -96.8% | -22.5% | -74.4% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SARO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling